Install coc using vim.plug plugin manager by adding this to vimrc:  

call plug#begin('~/.vim/plugged')
...
Plug 'neoclide/coc.nvim', {'branch': 'release'}
...
call plug#end()

  Run :PlugInstall within vim to install coc.   After coc is installed, run within vim:  

:CocInstall coc-rust-analyzer

  to install coc-rust-analyzer.   Set RUST_SRC_PATH to %USERPROFILE%\.rustup\toolchains\nightly-x86_64-pc-windows-msvc\lib\rustlib\src\rust\library